As a fierce storm with lots of thunder and lightening moved over my house just now, I happened to see this CNN article about the hazards of wearing an IPOD when lightening might be present.
I've been caught in such a thunderstorm while running outside a couple times. The storm just seemed to come out of nowhere and, foolishly, I continued running instead of crouching down low and staying away from trees or other tall objects. I never wear an IPOD while running outside, but if I did I probably would not have thought to remove it.
Please be safe, especially those of us who live in Central FL, the Lightning Capital of the U.S.!